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VWAP Stratagy

PostPosted: Sat Jun 02, 2018 7:12 am
by Apprentice
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VWAP.lua is available here.
viewtopic.php?f=17&t=65661

Open Long
Price VWAP Line Cross Over
Stop set at candle low

Vice versa for Short
VWAP Stratagy.lua
(24.23 KiB) Downloaded 505 times

Re: VWAP Stratagy

PostPosted: Tue Jun 05, 2018 4:53 am
by ANTONIO
Hi apprentice,

I use strategy with VWAP daily in timeframe 15.
I’m also watching the indicator VWAP (daily) on the chart and I see that the strategy opens trades either buying or selling while the indicator is a long way from the price.
For example, it opens from the strategy a selling trade as the price to cross the indicator downwards, while on the chart the VWAP (daily) is 25 pips away from the current price.
Can you check it please?

Re: VWAP Stratagy

PostPosted: Fri Jun 15, 2018 9:48 am
by ANTONIO
Hi
apprentice,
Another observation is that the strategy works only with the parameter ‘’ daily’’ and the parameters ‘’weekly and monthly’’ does not work.

Re: VWAP Stratagy

PostPosted: Fri Jul 13, 2018 4:50 am
by ANTONIO
Hi apprentice,

Can we make a change to the strategy and add a moving average?
That is, if EMA cross above the VWAP daily to open a buy trade and if it cross down the VWAP daily to open a sale trade.

Thank you

Re: VWAP Stratagy

PostPosted: Sat Aug 04, 2018 7:05 am
by Apprentice
Your request is added to the development list under Id Number 4212

Re: VWAP Stratagy

PostPosted: Mon Aug 06, 2018 9:22 am
by Apprentice
Try this version.
VWAP Stratagy.ANTONIO.lua
(32.26 KiB) Downloaded 389 times

Re: VWAP Stratagy

PostPosted: Tue Aug 07, 2018 6:58 am
by MC. Trend Trader
Hello,
I request of opening multi positions at the same time with different lot sizes, stops & limits for the VWAP Strategy.


paramaters should be jncluded:

Open trade 1: Yes/No
Trade 1: lot size
Set Limit for Trade 1: Yes/No’
Limit for Trade1, in pips 30
Set Stop for Trade 1 ‘Yes/No’
Stop for Trade 1: 30
Trailing Stop order for Trade 1: ‘Yes/No’
Trailing for Trade 1, in pips 10
Breakeaven for Trade 1: ‘Yes/No’
Min Profit for Trade1 10

The Trade 1 Logic be repeated for a total of 5 positions

Best regards

Re: VWAP Stratagy

PostPosted: Tue Aug 07, 2018 7:01 am
by MC. Trend Trader
Hello,
I request of opening multi positions at the same time with different lot sizes, stops & limits for the VWAP Antonio Strategy.


paramaters should be jncluded:

Open trade 1: Yes/No
Trade 1: lot size
Set Limit for Trade 1: Yes/No’
Limit for Trade1, in pips 30
Set Stop for Trade 1 ‘Yes/No’
Stop for Trade 1: 30
Trailing Stop order for Trade 1: ‘Yes/No’
Trailing for Trade 1, in pips 10
Breakeaven for Trade 1: ‘Yes/No’
Min Profit for Trade1 10

The Trade 1 Logic be repeated for a total of 5 positions

Best regards

Re: VWAP Stratagy

PostPosted: Tue Aug 07, 2018 8:46 am
by Apprentice
Your request is added to the development list under Id Number 4218

Re: VWAP Stratagy

PostPosted: Wed Aug 08, 2018 3:52 am
by Apprentice
Try this version.
VWAP Stratagy.MC_Trend_Trader.lua
(79.82 KiB) Downloaded 394 times